Motivated by agency theory, this study seeks to understand the effect of the country-level national governance system on the extent of corporate risk-taking in the MENA region. The study employs a two-step generalized method of moments (GMM) approach to evaluate the influence of governance...

During recent times of uncertainty, sustainable marketing and sustainable finance became hot research topics attracting both academics and practitioners. Although centering marketing efforts around the firm's Environmental, Social, and Governance (ESG) and Corporate Social Responsibility (CSR)...

This paper aims at contributing to the international portfolio investment decisions among the emerging BRICS countries where individual and institutional investors seek diversification benefits and to help in advocating policy changes and implementation as a response to the changing dynamics in...

Precise modeling and forecasting of the volatility of energy futures is vital to structuring trading strategies in spot markets for risk managers. Capturing conditional distribution, fat tails and price spikes properly is crucial to the correct measurement of risk. This paper is an attempt to...

This study investigates the performance of Bitcoin as a diversifier under different constraining portfolio optimization frameworks. The study employs different constraining optimization frameworks that seek to maximize risk-adjusted returns (Sharpe ratio) of the portfolio by optimizing...

In this study, we investigated the impact of the first wave of the COVID-19 pandemic on various sectors of the Australian stock market. Market capitalization and equally weighted indices were formed for eleven Australian sectors to examine the influence of the pandemic on them. First, we...